One thing to note is that there's an update to version 1.04. The cd is version 1.00.
First install the game, just copy the files from the CD to your computer. Then run the .exe, and when a dialog box with Japanese text and "1.04" select "yes" and then wait a while because it's updating automatically. Eventually a another window will pop up to install the update, and you don't have to do anything.

The update adds some more menus and level select.

Also this game is still available for purchase, although in physical media format only and it doesn't ship outside Japan. -> http://www.akibaoo.com/c/item/2500020339206/